+12.6%
SONY vs IONS
-11.8%
+24.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.7% |
| 7D | +0.3% | -26.3% | +26.5% | +3.7% |
| 30D | +11.1% | -31.9% | +43.1% | +16.0% |
| 3M | +14.7% | -48.0% | +62.6% | +23.8% |
| 6M | +18.8% | -62.6% | +81.3% | +33.4% |
| YTD | +5.7% | -63.3% | +69.0% | +18.9% |
| 1Y | -8.1% | -58.4% | +50.3% | +1.4% |
| 3Y | +64.0% | -38.2% | +102.2% | +64.0% |
| All | +12.6% | -11.8% | +24.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling